NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
53.80 |
54.05 |
0.25 |
0.5% |
47.32 |
| High |
54.19 |
56.96 |
2.77 |
5.1% |
55.09 |
| Low |
50.47 |
51.65 |
1.18 |
2.3% |
47.32 |
| Close |
53.18 |
51.73 |
-1.45 |
-2.7% |
53.18 |
| Range |
3.72 |
5.31 |
1.59 |
42.7% |
7.77 |
| ATR |
3.85 |
3.96 |
0.10 |
2.7% |
0.00 |
| Volume |
25,397 |
19,940 |
-5,457 |
-21.5% |
124,912 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.38 |
65.86 |
54.65 |
|
| R3 |
64.07 |
60.55 |
53.19 |
|
| R2 |
58.76 |
58.76 |
52.70 |
|
| R1 |
55.24 |
55.24 |
52.22 |
54.35 |
| PP |
53.45 |
53.45 |
53.45 |
53.00 |
| S1 |
49.93 |
49.93 |
51.24 |
49.04 |
| S2 |
48.14 |
48.14 |
50.76 |
|
| S3 |
42.83 |
44.62 |
50.27 |
|
| S4 |
37.52 |
39.31 |
48.81 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.17 |
71.95 |
57.45 |
|
| R3 |
67.40 |
64.18 |
55.32 |
|
| R2 |
59.63 |
59.63 |
54.60 |
|
| R1 |
56.41 |
56.41 |
53.89 |
58.02 |
| PP |
51.86 |
51.86 |
51.86 |
52.67 |
| S1 |
48.64 |
48.64 |
52.47 |
50.25 |
| S2 |
44.09 |
44.09 |
51.76 |
|
| S3 |
36.32 |
40.87 |
51.04 |
|
| S4 |
28.55 |
33.10 |
48.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.96 |
47.98 |
8.98 |
17.4% |
4.08 |
7.9% |
42% |
True |
False |
24,061 |
| 10 |
56.96 |
45.95 |
11.01 |
21.3% |
3.48 |
6.7% |
52% |
True |
False |
20,999 |
| 20 |
61.77 |
45.95 |
15.82 |
30.6% |
3.58 |
6.9% |
37% |
False |
False |
15,741 |
| 40 |
77.63 |
45.95 |
31.68 |
61.2% |
3.89 |
7.5% |
18% |
False |
False |
11,324 |
| 60 |
111.15 |
45.95 |
65.20 |
126.0% |
3.94 |
7.6% |
9% |
False |
False |
8,981 |
| 80 |
121.19 |
45.95 |
75.24 |
145.4% |
3.39 |
6.5% |
8% |
False |
False |
7,229 |
| 100 |
126.96 |
45.95 |
81.01 |
156.6% |
2.79 |
5.4% |
7% |
False |
False |
6,025 |
| 120 |
146.86 |
45.95 |
100.91 |
195.1% |
2.35 |
4.5% |
6% |
False |
False |
5,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.53 |
|
2.618 |
70.86 |
|
1.618 |
65.55 |
|
1.000 |
62.27 |
|
0.618 |
60.24 |
|
HIGH |
56.96 |
|
0.618 |
54.93 |
|
0.500 |
54.31 |
|
0.382 |
53.68 |
|
LOW |
51.65 |
|
0.618 |
48.37 |
|
1.000 |
46.34 |
|
1.618 |
43.06 |
|
2.618 |
37.75 |
|
4.250 |
29.08 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
54.31 |
53.29 |
| PP |
53.45 |
52.77 |
| S1 |
52.59 |
52.25 |
|